Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective

A CDO Perspective

Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective
Systemic risk remains a major concern to policymakers since widespread defaults in the corporate and financial sectors could pose substantial costs to society. Forward-looking measures and/or indicators of systemic default risk are thus needed to identify potential buildups of vulnerability in advance. In this paper, we explain how to construct... READ MORE...

Publication date: April 2006
ISBN 9781451863673
$15.00

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